Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-11-23 0.325153 0.356006 0.389878 0.430082 0.476846 0.529948 0.595430
2025-11-30 0.286776 0.326121 0.371937 0.430014 0.502844 0.592822 0.715180
2025-12-07 0.259157 0.302783 0.355803 0.426424 0.520374 0.644793 0.829079
2025-12-14 0.237548 0.283342 0.340876 0.420602 0.531974 0.688540 0.939087
2025-12-21 0.219016 0.265488 0.325422 0.411169 0.535897 0.720450 1.036997
2025-12-28 0.209815 0.258579 0.323197 0.418816 0.564144 0.791874 1.215618
2026-01-04 0.203481 0.254708 0.324361 0.430863 0.599961 0.881102 1.452638
2026-01-11 0.193060 0.244341 0.315359 0.426560 0.608948 0.926261 1.618940
2026-01-18 0.186828 0.239270 0.313356 0.432432 0.634989 1.006367 1.890154
2026-01-25 0.175431 0.226124 0.298521 0.416580 0.621571 1.008960 1.979986
2026-02-01 0.164852 0.213589 0.283806 0.399666 0.604264 1.000816 2.040241
2026-02-08 0.159155 0.207828 0.278895 0.398294 0.614747 1.051441 2.283249
2026-02-15 0.156598 0.206669 0.281119 0.409359 0.650587 1.166376 2.794356
2026-02-22 0.151900 0.202043 0.277613 0.410251 0.666921 1.241541 3.235201
2026-03-01 0.146742 0.196448 0.272206 0.407284 0.675068 1.299158 3.662177
2026-03-08 0.141498 0.190468 0.265818 0.401998 0.677695 1.343598 4.079576
2026-03-15 0.135933 0.183750 0.257868 0.393239 0.671863 1.364390 4.411527
2026-03-22 0.133859 0.182347 0.258530 0.400413 0.701658 1.492926 5.500077
2026-03-29 0.132646 0.182216 0.261258 0.411678 0.742448 1.669208 7.292908
2026-04-05 0.128779 0.177693 0.256307 0.407662 0.746945 1.732811 8.419874
2026-04-12 0.126774 0.176062 0.256197 0.413149 0.775222 1.887834 10.985102
2026-04-19 0.121509 0.168971 0.246317 0.398337 0.751112 1.847960 11.201315
2026-04-26 0.116325 0.161872 0.236186 0.382512 0.723116 1.788630 11.080145